The correct answer is C. The ability of an object to absorb heat is conductivity. When an object can retain high temperatures in a specific time it indicates that it is a good conductor. And while an object has low or does not have an ability to absorb heat, it is called an insulator. Air is a good conductor of heat; you can feel this during summer days when a warm wind blows on your face.
Water too is a good conductor of heat, that is why people can enjoy drinking their hot coffee or tea. Wool is also a good conductor but not as great as the first two. You can feel warmth when you wear a wool jacket or cover your body with a wool blanket. Vacuum, on the other hand, is the least conductor of heat as you cannot almost feel anything hot on a surface you just have vacuumed.